Preheat oven to 400° F. Line a baking sheet with parchment paper and set aside.
In a small bowl, combine sugar and lemon zest, stir to fully incorporate the lemon zest.
Spread puff pastry on a well floured work surface. Brush pastry with melted butter and sprinkle with sugar mixture. Cut dough into 10 strips and gently twist each strip.
Place twists on baking sheet. Bake for 15 minutes or until golden.
While pastries bake, prepare blueberry sauce. Place blueberry pie filling in a saucepan over medium heat. Stir in remaining ingredients, reduce heat to medium low and cook until sauce thins just a bit. Serve immediately.